Reimu becomes frustrated about her endless poverty, and turns to masked vigilantism as an outlet. However, every time she dons her trusty mask, strange things happen to the residents of Gensokyo: the fairies are suddenly dressed in black turtleneck sweaters and ski-masks, Sanae starts overdosing on makeup while pretending she's a clown, Suika keeps trying to hug Reimu to death, and also seems intent on injecting herself with sake and calling it 'Venom'. Meanwhile, Momiji is flinging her shield around like a frisbee, Alice is shooting adhesive puppetry wires, and Iku is falling from the sky screaming about Asgard as Tenshi realizes she's adopted.
These incidents only occur when Reimu has the mask on, oddly enough, and though they feel real enough when she's resolving them, when Reimu returns to being a normal, boring shrine maiden, it's as though the incidents have never occurred. For example: Vigilante-Reimu punches Sanae in the face; later on, normal-Reimu talks to her and Sanae's not even bruised.
A strange sort of Marvel/DC/Touhou thing, I suppose.